+299.8%
FAST vs OTIS
+118.0%
+181.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | +3.8% | +0.5% | +3.3% | +3.6% |
| 30D | +8.1% | +19.4% | -11.4% | -0.4% |
| 3M | +5.8% | +7.1% | -1.3% | +2.3% |
| 6M | +24.9% | +6.6% | +18.3% | +20.8% |
| YTD | +38.9% | -8.3% | +47.2% | +43.4% |
| 1Y | +36.5% | -11.6% | +48.1% | +43.2% |
| 3Y | +98.1% | +3.1% | +95.0% | +90.9% |
| 5Y | +109.3% | +2.5% | +106.9% | +99.3% |
| All | +299.8% | +118.0% | +181.8% | +215.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OTIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling